bbgo_origin/README.md
2020-10-27 20:21:28 +08:00

3.3 KiB

bbgo

A trading bot framework written in Go. The name bbgo comes from the BB8 bot in the Star Wars movie. aka Buy BitCoin Go!

Current Status

Working hard in progress

Build Status

Aim to release v1.0 before 11/14

Features

  • Exchange abstraction interface
  • Stream integration (user data websocket)
  • PnL calculation.
  • Slack notification

Supported Exchanges

  • MAX Exchange (located in Taiwan)
  • Binance Exchange

Requirements

Get your exchange API key and secret after you register the accounts:

Installation

Install the builtin commands:

go get -u github.com/c9s/bbgo/cmd/bbgo

Add your dotenv file:

SLACK_TOKEN=

BINANCE_API_KEY=
BINANCE_API_SECRET=

MAX_API_KEY=
MAX_API_SECRET=

MYSQL_HOST=127.0.0.1
MYSQL_PORT=3306
MYSQL_USERNAME=root
MYSQL_PASSWORD=
MYSQL_DATABASE=bbgo
MYSQL_URL=root@tcp(127.0.0.1:3306)/bbgo

Then run the migrate command to initialize your database:

dotenv -f .env.local -- bbgo migrate up

There are some other commands you can run:

dotenv -f .env.local -- bbgo migrate status
dotenv -f .env.local -- bbgo migrate redo

(It internally uses goose to run these migration files, see migrations)

To query transfer history:

dotenv -f .env.local -- bbgo transfer-history --exchange max --asset USDT --since "2019-01-01"

To calculate pnl:

dotenv -f .env.local -- bbgo pnl --exchange binance --asset BTC --since "2019-01-01"

To run strategy:

dotenv -f .env.local -- bbgo run --config config/buyandhold.yaml

Built-in Strategies

Check out the strategy directory strategy for all built-in strategies:

  • pricealert strategy demonstrates how to use the notification system pricealert
  • xpuremaker strategy demonstrates how to maintain the orderbook and submit maker orders xpuremaker
  • buyandhold strategy demonstrates how to subscribe kline events and submit market order buyandhold

Exchange API Examples

Please check out the example directory: examples

Initialize MAX API:

key := os.Getenv("MAX_API_KEY")
secret := os.Getenv("MAX_API_SECRET")

maxRest := maxapi.NewRestClient(maxapi.ProductionAPIURL)
maxRest.Auth(key, secret)

Creating user data stream to get the orderbook (depth):

stream := max.NewStream(key, secret)
stream.Subscribe(types.BookChannel, symbol, types.SubscribeOptions{})

streambook := types.NewStreamBook(symbol)
streambook.BindStream(stream)

Support

By contributing pull requests

Any pull request is welcome, documentation, format fixing, testing, features.

By registering account with referral ID

You may register your exchange account with my referral ID to support this project.

By small amount cryptos

  • BTC address 3J6XQJNWT56amqz9Hz2BEVQ7W4aNmb5kiU
  • USDT ERC20 address 0x63E5805e027548A384c57E20141f6778591Bac6F

License

MIT License